Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.52% | 96.75 % | 97.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'269 USD | 485'634 USD | 97.23% | 97.23% |
19.11.2024 | 0.52% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'386 USD | 486'193 USD | 95.23% | 95.23% |
18.11.2024 | 0.52% | 96.00 % | 96.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'069 USD | 481'034 USD | 99.38% | 99.38% |
15.11.2024 | 0.53% | 94.80 % | 95.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 947'701 USD | 476'350 USD | 97.39% | 97.39% |
14.11.2024 | 0.53% | 94.80 % | 95.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 945'572 USD | 475'286 USD | 99.37% | 99.37% |
13.11.2024 | 0.52% | 95.45 % | 95.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'876 USD | 481'438 USD | 99.38% | 99.38% |
12.11.2024 | 0.52% | 95.60 % | 96.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'099 USD | 482'550 USD | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.10 % | 97.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'598 USD | 493'799 USD | 99.38% | 99.38% |
08.11.2024 | 0.51% | 98.55 % | 99.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'171 USD | 495'085 USD | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 983'908 USD | 494'454 USD | 98.97% | 98.97% |